SPECIAL NOTICE
76 -- News Archive Data and Tick History
- Notice Date
- 2/4/2015
- Notice Type
- Special Notice
- NAICS
- 519130
— Internet Publishing and Broadcasting and Web Search Portals
- Contracting Office
- Department of the Treasury, Bureau of the Public Debt (BPD), Bureau of the Fiscal Service, Avery 5F, 200 Third Street, Parkersburg, West Virginia, 26106-5312, United States
- ZIP Code
- 26106-5312
- Solicitation Number
- SS-OFR-15-0024
- Archive Date
- 3/5/2015
- Point of Contact
- Margaret Womack, Fax: 304-480-7204
- E-Mail Address
-
margaret.womack@fiscal.treasury.gov
(margaret.womack@fiscal.treasury.gov)
- Small Business Set-Aside
- N/A
- Description
- INTENT TO SOLE SOURCE Thomson Reuters - SS-OFR-15-0024 The Bureau of the Fiscal Service (Fiscal Service), on behalf of the Office of Financial Research (OFR) and the Financial Stability Oversight Council (FSOC) intends to make award to Thomson Reuters, 3 Time Square, NY, NY 10036, on a sole source basis, under authority of FAR 6.302-1, for News Archive Data and Tick History.. OFR Researchers requires aggregated dealer-broker tick data, captured to the microsecond for Treasury, MBS, EBS, Agency, Repo and CDS securities to monitor liquidity and compute model-based financial statistics. In addition, OFR requires news data with matching time stamps for development of news monitors that will be tracked to these tick data-based liquidity monitors and financial statistics. OFR requires the linked data in order to identify the relationships between the change in price of securities in response to events. The matching time stamped news articles will enable OFR researchers to use the tick-based liquidity and financials news monitors to train prediction models of liquidity and corss-market behavior based on news. OFR requires the tick data in an aggregated form as it allows researchers to compare the pricing metrics across various broker-dealers. In addition, OFR requires that the data go back as far as possible, but at a minimum, back to January 2001. OFR requires this information for use in its annual report and in various research papers it produces, and to coordinate monitoring and research outputs with those of the NY Fed. As a result, OFR requires tick data used by the NY Fed to publish its Mortgage and Treasury liquidity updates. The tick data needs to be downloaded in a format to match directly with real-time feed field value pairs. The data should be pulled in a Common Separated Values (CSV) format so it can be integrated into complex event processing (CEP) platforms or analytical software. Thomson Reuters Tick History and Reuters All+ Corporate & Regulatory Releases (News Archive) Data is the only provider in the market to offer global tick data dating back to 1996 across all asset classes, as well as the only provider that aggregates tick data from a variety of broker-dealers. Thomson Reuters Tick History and Reuters All+ Corporate & Regulatory Releases (News Archive) data is the only service in the market that provides news archives as far back as 1996 and has a timestamp within the news data that is linked to the tick data. Thomson Reuters provides the required data in these two areas (tick and news). Its tick covers broker-dealer data such as ICAP/Broker Tec, TradeWeb, BGC, Tullet and GFI for the required asses classes (i.e., Treasury, MBS, EBS, Agency, Repo and CDS securities). Thomson Reuters news data is timestamped in conjunction with the tick data, ticker symbols and news types so users can precisely identify events that effect the pricing of different securities and is linked to the data from the broker-dealers it covers. The tick data is captured at the microsecond while the news data is timestamped in conjunction with the tick data and provided to client monthly. As a result of getting the aggregated data, OFR can conduct comparative analysis on a variety of different securities priced by different broker-dealers while at the same time seeing fluctuations streaming from news events. A variety of broker dealers, such as ICAP/BrokerTec, TradeWeb, Tullet, GFI and BGC are providers of these data's. However, each provider is independent and does not provide aggregated data covering the broader data available from the broker-dealer. There is no other provider of news data that timestamps its tick data to each of the broker-dealers. NO SOLICITATION IS AVAILABLE. A request for more information, or a copy of the solicitation, will not be considered an affirmative response to this Special Notice. Telephone responses or inquiries to this Special Notice will NOT be accepted. Fiscal Service will consider written responses received no later than 1400 (2:00pm ET) February 18, 2015. Responses must be submitted electronically to purchasing@fiscal.treasury.gov, Attn: MWOMACK/MFORBES.REF SS-OFR-15-0024. Responses must include sufficient evidence that clearly shows the vendor is capable of providing the requested requirement. If no written response is received that clearly demonstrates an ability to meet all requirements, is more advantageous to the Government, and is received by the aforementioned deadline, Fiscal Service shall make award on a sole source basis to Thomson Reuters. Qualified contractors must provide the following: 1. The name and location of your company, contact information, and identify your business size (Large Business, Small Business, Disadvantaged Business, 8(a), Service Disabled Veteran Owned Small Business, HubZone, etc.). Please ensure contact information includes the name of the point of contact, email address, and telephone number should the Government have questions regarding individual responses. 2. Whether your services are available through a Government contract vehicle or Open Market. 3. A brief capabilities statement (not to exceed 5 pages) that includes a description of your company's standard line of business, as well as a list of customers your company currently provides these products/services for. 4. DUNS Number. The following file extensions are not allowable and application materials/data submitted with these extensions cannot be considered:.bat,.cmd,.com,.exe,.pif,.rar,.scr,.vbs,.hta,.cpl, and.zip files. Microsoft Office compatible documents are acceptable. No other information regarding this Special Notice will be provided at this time. This notice does not restrict the Government to an ultimate acquisition approach. All firms responding to this notice are advised that their response is not a request that will be considered for contract award. All interested parties will be required to respond to any resultant solicitation separately from their response to this notice.
- Web Link
-
FBO.gov Permalink
(https://www.fbo.gov/spg/TREAS/BPD/DP/SS-OFR-15-0024/listing.html)
- Record
- SN03632771-W 20150206/150204235403-7ed647a147eeda6cc506dad6221f5a05 (fbodaily.com)
- Source
-
FedBizOpps Link to This Notice
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